+945.1%
IGV vs AIG
-92.5%
+1,037.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.5% | -1.4% | -0.1% | -1.3% |
| 30D | -3.0% | -3.3% | +0.3% | -2.5% |
| 3M | +9.6% | +2.2% | +7.4% | +9.1% |
| 6M | +16.1% | -2.1% | +18.2% | +16.3% |
| YTD | -3.6% | -11.2% | +7.6% | -2.1% |
| 1Y | -7.8% | -2.1% | -5.7% | -8.1% |
| 3Y | +40.0% | +34.4% | +5.6% | +32.2% |
| 5Y | +21.2% | +53.7% | -32.5% | +11.4% |
| 10Y | +364.4% | +64.4% | +300.0% | +304.6% |
| All | +945.1% | -92.5% | +1,037.5% | +1,352.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling